-9.6%
TOST vs BN
-8.2%
-1.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | -3.6% | -2.4% | -1.2% | -2.3% |
| 30D | +8.9% | +13.5% | -4.6% | +1.3% |
| 3M | -2.2% | -5.9% | +3.7% | +0.2% |
| 6M | +41.0% | -8.9% | +49.9% | +46.5% |
| YTD | -4.0% | -7.9% | +3.9% | -1.2% |
| 1Y | -9.6% | -8.3% | -1.3% | -7.0% |
| All | -9.6% | -8.2% | -1.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling